Anic Equity

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Total return since start: 0.568 %

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Equity now: -----------------------------> 47888.99 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46494.03 Kr

PnL: ---------------------------------------> -394.54 Kr

DD now: ---------------------------------> -1.524 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-24 11:19:25.503580'

Anic Portfolio

Today

Return: -0.197 %

This Week

Return: -0.05 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total

Return: 56.776 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	-1.130000	3172.000000	201.000000	6.770000	2971.000006
HEBA B	70	-1.970000	2782.500000	146.500000	5.560000	2636.000010
FM Mattsson Mora Group B	50	1.350000	3000.000000	73.000000	2.490000	2927.000000
Corem Property Group B	59	-0.090000	632.480000	55.480000	9.620000	576.999999
AcadeMedia	12	0.100000	603.000000	46.000000	8.260000	557.000004
MedCap	2	0.000000	465.000000	44.000000	10.450000	421.000000
HMS Networks	2	-1.000000	710.000000	37.000000	5.500000	673.000000
SAAB B	8	0.310000	3413.600000	36.600000	1.080000	3377.000000
Samhällsbyggnadsbo. i Norden B	20	-2.270000	388.000000	33.000000	9.300000	355.000000
Resurs Holding	22	0.470000	606.540000	32.540000	5.670000	573.999998
Boozt	12	-0.500000	1680.000000	26.000000	1.570000	1653.999996
Norva24 Group	16	-0.280000	563.200000	20.200000	3.720000	543.000000
Eastnine	4	-0.160000	508.000000	17.000000	3.460000	491.000000
Intrum	4	-0.620000	543.000000	16.000000	3.040000	527.000000
Fastighetsbolag. Emilshus Pref	21	0.180000	577.500000	15.500000	2.760000	562.000005
Securitas B	6	0.870000	585.000000	15.000000	2.630000	570.000000
Swedbank A	3	1.770000	578.550000	14.550000	2.580000	564.000000
Coor Service Management Hold.	8	-0.150000	546.000000	14.000000	2.630000	532.000000
OEM International B	7	-0.770000	540.400000	12.400000	2.350000	527.999997
Karnov Group	9	-0.170000	540.900000	4.900000	0.910000	536.000004
CTEK	13	0.310000	538.330000	4.330000	0.810000	533.999999
Handelsbanken A	5	0.640000	549.500000	3.500000	0.640000	546.000000
Samhällsbyggnadsbo. i Norden D	12	-0.870000	246.720000	0.720000	0.290000	246.000000
Nordea Bank Abp	29	0.270000	3453.320000	-0.680000	-0.020000	3453.999992
Creaspac SPAC	6	-0.420000	574.200000	-2.800000	-0.490000	577.000002
Midsona B	63	0.110000	570.150000	-12.850000	-2.200000	582.999984
Essity B	2	-0.960000	557.800000	-16.200000	-2.820000	574.000000
Essity A	4	-1.240000	1118.000000	-31.000000	-2.700000	1149.000000
International Petroleum Corp.	5	-2.870000	558.500000	-36.070000	-6.070000	594.565215
Sampo Oyj SDB	7	-1.280000	3794.000000	-56.000000	-1.450000	3850.000000
Vivesto	1368	-2.180000	539.540000	-73.460000	-11.980000	612.999432
Axfood	13	-0.640000	3637.400000	-118.600000	-3.160000	3756.000001
Fasadgruppen Group	35	3.300000	3612.000000	-199.000000	-5.220000	3810.999990
OX2	18	-1.190000	1422.900000	-241.100000	-14.490000	1663.999992
Ovzon	52	-0.890000	2886.000000	-476.000000	-14.160000	3361.999992
TOTAL			46494.030000	-394.540000	-1.52355%	46888.564618

Updated:

'2023-01-24 11:19:38.120047'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.